Parameter estimation of exponential signals: a system identification approach
2013 (English)In: Digital signal processing (Print), ISSN 1051-2004, E-ISSN 1095-4333, Vol. 23, no 5, 1565-1577 p.Article in journal (Refereed) Published
Exponential signals occur in extremely diverse applications and estimation of their parameters is one of the basic problems in applied sciences. Nevertheless there are only a handful of methods for exponential analysis that are recommended in the literature, and even those methods have relatively mediocre performance in more difficult scenarios. In this paper we attempt to correct this situation by making use of a system identification approach. The proposed methodology, which we call EASI (Exponential Analysis via System Identification), is shown to have a satisfactory performance (i.e., high resolution and small statistical variability) for practical data lengths, and this not only for white measurement noise but also in cases with highly correlated noise (which were rarely considered in the previous literature).
Place, publisher, year, edition, pages
2013. Vol. 23, no 5, 1565-1577 p.
Research subject Signal Processing
IdentifiersURN: urn:nbn:se:uu:diva-205726DOI: 10.1016/j.dsp.2013.05.003ISI: 000323855500019OAI: oai:DiVA.org:uu-205726DiVA: diva2:642572